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Stability of Infinite Dimensional Stochastic Differential Equations with Applications
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Stability of Infinite Dimensional Stochastic Differential Equations with Applications presents up-to-date, complex material in an accessible way. Focusing mainly on Hilbert spaces, this book features an in-depth discussion of infinite dimensions, including the notion of L2-stability in mean. It investigates stability for the essential classes of linear stochastic evolution equations. Additional material explores topics related to the stability of nonlinear systems and equations. With various stability models and applications for both finite and infinite dimensions, this text is an ideal reference for graduate students, researchers, engineers, and scientists interested in this area.
Subject categories
- Academic > Mathematics > Probabilities. Mathematical statistics > Stochastic processes
- Academic > Mathematics > Probabilities. Mathematical statistics > Stochastic analysis
- Academic > Mathematics > Probabilities. Mathematical statistics > Stochastic differential equations
- Academic > Mathematics > General
- Mathematics > Differential Equations
- Mathematics > Applied
ISBNs
1420034820
9781420034820
9781584885986